+12.0%
HON vs IVZ
+36.0%
-24.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.8% |
| 7D | +1.4% | +7.6% | -6.2% | -0.6% |
| 30D | +7.5% | +4.3% | +3.2% | +6.2% |
| 3M | -4.3% | -9.3% | +5.0% | -2.0% |
| 6M | -1.5% | +5.2% | -6.8% | -3.5% |
| YTD | +10.5% | +13.4% | -2.9% | +5.6% |
| 1Y | +8.5% | +25.4% | -16.8% | +0.7% |
| 3Y | +28.0% | +152.5% | -124.5% | -7.4% |
| All | +12.0% | +36.0% | -24.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling